CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2000, Vol. 17 ›› Issue (3): 254-258.

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NUMERICAL SIMULATION AND DYNAMICAL EFFECTS OF MULTI-COLORED NOISE

LIU Shi-jun1, BAO Jing-dong2   

  1. 1. Beijing Meteorological College, Beijing 100081, P R China;
    2. Department of Physics, Beijing Normal University, Beijing 100875, P R China
  • Received:1998-12-30 Revised:1999-05-26 Online:2000-05-25 Published:2000-05-25

Abstract: An approach is proposed for producing a multi-colored noise from red noise to green one, and the correlation and spectral functions of this noise are given. It uses an integral-closed relation to simulate the multi-colored noise, and employs the Runge-Kutta algorithm to solve the Langevin equation itself. The average feature of the transport for a Brownian particle moving in a ratchet periodic potential is studied. The results show that the direction of the current driven by the green noise is opposite to the one driven by the red noise, and there is a noise with certain color which makes the current reversal.

Key words: multi colored noise, Langevin equation, steady current

CLC Number: